@TheTempest Press F9. Then read the bloody wiki (it says to press F9 in the wiki). Also, it actually has a run button in the top corner!!! It's like a play button.
Code::Blocks = your compiler. I am new to coding, but I can at least string together a decent thread with basic information in it.
@TheTempest Oh, you seem to be a compiling fail magnet, just like I was... (and still kinda am) If you go into the folder with all the project stuff in it, go to 'bin' then 'debug' (or release, I'm guessing you built in debug though). If the .exe is there, run it, then get the .dll's it asks you for. If it isn't there, I have no idea. Maybe try reinstalling MinGW? Make sure you add the C++ compiler.